Anic Equity¶

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Total return since start: 0.655 %¶

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Equity now: -----------------------------> 50562.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44278.38 Kr¶

PnL: ---------------------------------------> -497.01 Kr¶

DD now: ---------------------------------> -4.816 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 19:58:33.456276'

Anic Portfolio¶

Today¶

Return: -0.373 %¶

This Week¶

Return: -0.373 %¶

Total portfolio value¶

Return including deposits: 65.527 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.150000 3447.600000 36.400000 1.070000 3411.200000
Orrön Energy 170 -1.690000 2071.450000 30.600000 1.500000 2040.850000
Vitec Software Group B 2 -0.620000 1119.000000 18.000000 1.630000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
INVISIO 15 -1.040000 3577.500000 15.000000 0.420000 3562.500000
Profoto Holding 7 -0.470000 592.200000 10.200000 1.750000 581.999999
Hexatronic Group 15 2.060000 1072.500000 4.800000 0.450000 1067.700000
AcadeMedia 20 -0.490000 979.600000 4.000000 0.410000 975.600000
ASSA ABLOY B 4 -1.110000 994.400000 3.600000 0.360000 990.800000
HEXPOL B 8 -0.660000 958.400000 3.200000 0.340000 955.200000
Hennes & Mauritz B 6 -0.820000 912.720000 2.760000 0.300000 909.960000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
Sagax B 4 -2.170000 882.800000 -0.400000 -0.050000 883.200000
SKF B 5 -1.510000 976.500000 -1.500000 -0.150000 978.000000
Atrium Ljungberg B 5 -0.940000 900.000000 -1.500000 -0.170000 901.500000
Sandvik 4 -1.770000 843.200000 -2.400000 -0.280000 845.600000
Platzer Fastigheter Holding B 12 -1.620000 946.800000 -2.400000 -0.250000 949.200000
Bufab 3 -1.050000 1070.400000 -2.400000 -0.220000 1072.800000
BHG Group 109 -5.670000 1414.820000 -4.360000 -0.310000 1419.180000
Biotage 1 -9.510000 142.800000 -4.700000 -3.190000 147.500000
OX2 12 -3.590000 901.800000 -4.800000 -0.530000 906.600000
Latour B 4 -3.680000 848.400000 -5.600000 -0.660000 854.000000
Eastnine 6 -1.810000 650.400000 -6.600000 -1.000000 657.000000
Addnode Group B 7 -3.250000 896.000000 -7.000000 -0.780000 903.000000
Alimak Group 12 -0.840000 997.200000 -7.200000 -0.720000 1004.400000
Gränges 10 3.320000 1028.000000 -8.000000 -0.770000 1036.000000
EQT 4 -2.760000 861.200000 -9.600000 -1.100000 870.800000
JM 7 -2.470000 938.000000 -9.800000 -1.030000 947.800000
Creaspac SPAC 40 -0.520000 3808.000000 -16.000000 -0.420000 3824.000000
BioGaia B 8 -3.570000 884.800000 -17.600000 -1.950000 902.400000
Byggmax Group 33 -3.370000 947.100000 -17.820000 -1.850000 964.920000
Investor B 3 -2.360000 639.300000 -18.700000 -2.840000 657.999999
Vitrolife 3 -3.600000 658.200000 -18.800000 -2.780000 677.000001
Catena 2 -3.690000 772.400000 -31.200000 -3.880000 803.600000
Hoist Finance 36 -2.880000 970.200000 -37.800000 -3.750000 1008.000000
VEF 788 -2.570000 1854.950000 -42.550000 -2.240000 1897.504000
Sedana Medical 93 -3.030000 2620.740000 -362.840000 -12.160000 2983.577733
TOTAL 44278.380000 -497.010000 -4.81605% 44775.391732

Updated:¶

'2023-06-19 19:58:50.566844'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶